-15.5%
IR vs UMAC
+473.8%
-489.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | -0.2% |
| 7D | -4.5% | -3.4% | -1.1% | -4.4% |
| 30D | -13.9% | -15.1% | +1.2% | -13.7% |
| 3M | -0.3% | -10.8% | +10.4% | -0.5% |
| 6M | -14.3% | +15.7% | -30.0% | -15.7% |
| YTD | -7.9% | +80.1% | -88.0% | -10.9% |
| 1Y | -9.9% | +116.7% | -126.6% | -13.6% |
| All | -15.5% | +473.8% | -489.2% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UMAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling